Gregory H Bauer
Gregory H Bauer
Lang School of Business and Economics, University of Guelph
Verified email at simon.rochester.edu
Title
Cited by
Cited by
Year
Global private information in international equity markets
R Albuquerque, GH Bauer, M Schneider
Journal of Financial Economics 94 (1), 18-46, 2009
1762009
Forecasting multivariate realized stock market volatility
GH Bauer, K Vorkink
Journal of Econometrics 160 (1), 93-101, 2011
1632011
International equity flows and returns: a quantitative equilibrium approach
R Albuquerque, GH Bauer, M Schneider
The Review of Economic Studies 74 (1), 1-30, 2007
1252007
Monetary policy, private debt and financial stability risks
GH Bauer, E Granziera
Private Debt and Financial Stability Risks (November 11, 2016), 2016
542016
An international dynamic term structure model with economic restrictions and unspanned risks
G Bauer, A Diez de los Rios
Bank of Canada, 2012
432012
What does the convenience yield curve tell us about the crude oil market?
R Alquist, GH Bauer, A Diez de los Rios
Bank of Canada Working Paper, 2014
282014
Multivariate realized stock market volatility
GH Bauer, K Vorkink
Available at SSRN 938151, 2006
282006
Characterizing asymmetric information in international equity markets
RA Albuquerque, GH Bauer, M Schneider
Simon School of Business Working Paper No. FR, 02-07, 2003
232003
International house price cycles, monetary policy and risk premiums
GH Bauer
Bank of Canada Working Paper, 2014
222014
The foreign exchange risk premium over the long run
G Bauer
Unpublished manuscript, University of Rochester, 2001
182001
International house price cycles, monetary policy and credit
GH Bauer
Journal of International Money and Finance 74, 88-114, 2017
162017
A Taxonomy of Market Efficiency
G Bauer
Bank of Canada Financial System Review, 37-40, 2004
142004
The global financial cycle, monetary policies, and macroprudential regulations in small, open economies
G Bauer, G Pasricha, R Sekkel, Y Terajima
Canadian Public Policy 44 (2), 81-99, 2018
132018
The monetary origins of asymmetric information in international equity markets
GH Bauer, C Vega
Journal of International Money and Finance 27 (7), 1029-1055, 2008
122008
Typologie de l’efficience des marchés
G Bauer
Revue du système financier, 39-42, 2004
92004
Global risk premiums and the transmission of monetary policy
G Bauer, AD de los Rios
Bank of Canada Review 2012 (Summer), 12-20, 2012
82012
The monetary origins of asymmetric information in international equity markets
GH Bauer, C Vega
FRB International Finance Discussion Paper, 2006
82006
mGlobal Private Information in International Equity Markets, nworking paper
R Albuquerque, GH Bauer, M Schneider
New York University, 2006
52006
Multivariate realized volatility
GH Bauer, K Vorkink
Working Paper, Bank of Canada, 2006
52006
Macroeconomic drivers of crude oil futures risk premia
R Alquist, GH Bauer, AD de los Rios
Manuscript, Bank of Canada, 2013
32013
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Articles 1–20